+240.5%
RMBS vs LH
+54.7%
+185.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +10.3% | +1.1% | +9.3% | +10.0% |
| 30D | -10.7% | +16.7% | -27.5% | -15.0% |
| 3M | -17.2% | +15.1% | -32.3% | -21.0% |
| 6M | -39.0% | +46.3% | -85.4% | -46.9% |
| YTD | -10.5% | +48.8% | -59.3% | -22.7% |
| 1Y | -11.0% | +39.7% | -50.7% | -21.3% |
| 3Y | +31.3% | +87.0% | -55.7% | +2.7% |
| All | +240.5% | +54.7% | +185.8% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling